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Exploiting arbitrage requires short selling - MaRDI portal

Exploiting arbitrage requires short selling (Q6078117)

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scientific article; zbMATH DE number 7742655
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English
Exploiting arbitrage requires short selling
scientific article; zbMATH DE number 7742655

    Statements

    title
    Exploiting arbitrage requires short selling (English)
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    author
    Eckhard Platen
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    Stefan Tappe
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    publication date
    27 September 2023
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    zbMATH Keywords
    arbitrage opportunity
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    short selling
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    supermartingale deflator
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    self-financing portfolio
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    money market bubble
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    cites work
    Q4778955
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    Q3997782
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    Identifiers

    arXiv ID
    2011.12523
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    DOI
    10.3934/fmf.2023008
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    zbMATH DE Number
    7742655
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    OpenAlex ID
    W3109551662
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